Правильно: Do I live in Moscow?
Чтобы задать вопрос в Present Simple, нужно употребить вспомогательный глагол Do/Does.
Для It/He/She - Does.
Для остальных личных местоим. будет - Do.
He reads a book every day.
Does he read a book every day?
You read a book every day.
Do you read a book every day?